312.181 (20S) Stochastic Processes, exercises
Overview
- Lecturer
- Course title german Stochastic Processes, exercises
- Type Practical class (continuous assessment course )
- Hours per Week 1.0
- ECTS credits 2.0
- Registrations 18 (25 max.)
- Organisational unit
- Language of instruction English
- possible language(s) of the assessment English
- Course begins on 12.03.2020
- eLearning Go to Moodle course
Time and place
Course Information
Intended learning outcomes
The students should be able to define a stochastic process.
The students should be able to work with Markov chains.
The students should know branching processes.
The students should understand martingales.
The students should know Brownian motion and properties thereof.
The students should know Poisson processes and compound Poisson processes.
Teaching methodology including the use of eLearning tools
Mandatory Exercises
Presentation of solution to exercises on the blackboard by the students
Course content
Examples and Definitions
Markov chains
Martingales
Brownian motion
Poisson process
Compound Poisson process
Prior knowledge expected
Stochastics 2
Examination information
Modified examination information (exceptional COVID-19 provisions)
The evaluation of the exercises remains unchanged.
The only difference is that the presentation of the solutions is online via BigBlueButton.
Examination methodology
There are 100 p. in total. The number of exercises solved counts 80 p., the presentation in total counts 20 p.
The point scheme is as follows:
100-87 p. -> 1
86-75 p. -> 2
74-62 p. -> 3
61-50 p. -> 4
49-0 p. -> 5
Examination topic(s)
Everything that is covered in the lecture Stochastic Processes.
Assessment criteria / Standards of assessment for examinations
The mark depends only on the number of points the student achieves.
Since the students will be graded during the course, students can unsubscribe without being graded only until inclusively 31.03.2020.
Grading scheme
Grade / Grade grading schemePosition in the curriculum
- Thematic Doctoral Programme Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(SKZ: ---, Version: 16W.1)
-
Subject: Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(Compulsory subject)
-
Modeling-Analysis - Optimization of discrete, continuous and stochastic systems (
0.0h XX / 0.0 ECTS)
- 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 ECTS)
-
Modeling-Analysis - Optimization of discrete, continuous and stochastic systems (
0.0h XX / 0.0 ECTS)
-
Subject: Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(Compulsory subject)
- Masterstudium Mathematics
(SKZ: 401, Version: 18W.1)
-
Subject: Statistics
(Compulsory subject)
-
3.2 Stochastic Processes (
1.0h UE / 2.0 ECTS)
- 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 ECTS)
-
3.2 Stochastic Processes (
1.0h UE / 2.0 ECTS)
-
Subject: Statistics
(Compulsory subject)
- Master's degree programme Technical Mathematics
(SKZ: 401, Version: 13W.1)
-
Subject: Statistik
(Compulsory subject)
-
Stochastische Prozesse 1 (
3.0h VU / 5.0 ECTS)
- 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 ECTS)
-
Stochastische Prozesse 1 (
3.0h VU / 5.0 ECTS)
-
Subject: Statistik
(Compulsory subject)
- Doctoral programme Doctoral programme in Technical Sciences
(SKZ: 786, Version: 12W.4)
-
Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums
(Compulsory subject)
-
Studienleistungen gem. § 3 Abs. 2a des Curriculums (
16.0h XX / 32.0 ECTS)
- 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 ECTS)
-
Studienleistungen gem. § 3 Abs. 2a des Curriculums (
16.0h XX / 32.0 ECTS)
-
Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums
(Compulsory subject)
Equivalent courses for counting the examination attempts
-
Sommersemester 2024
- 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
-
Sommersemester 2023
- 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
-
Sommersemester 2022
- 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
-
Sommersemester 2021
- 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
-
Sommersemester 2019
- 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)